-10.8%
DOW vs AVAV
+104.2%
-115.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.8% |
| 7D | -2.4% | -2.2% | -0.2% | -2.1% |
| 30D | +0.4% | -13.9% | +14.3% | +2.4% |
| 3M | -14.4% | -29.2% | +14.8% | -10.8% |
| 6M | -7.0% | -36.1% | +29.2% | -2.3% |
| YTD | +30.2% | -40.2% | +70.4% | +36.1% |
| 1Y | +29.2% | -36.2% | +65.4% | +31.4% |
| 3Y | -36.7% | +47.5% | -84.2% | -50.7% |
| 5Y | -37.7% | +39.3% | -77.0% | -53.2% |
| All | -10.8% | +104.2% | -115.0% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AVAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling